Description

This analysis provides a forecast of SPY prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2026-01-25 640.606425 656.118275 671.377886 687.514838 704.090521 720.616010 738.333084
2026-02-01 619.870560 642.657188 665.377706 689.731211 715.094605 740.730171 768.599219
2026-02-08 605.572589 633.501713 661.628848 692.080868 724.122749 756.840926 792.781345
2026-02-15 593.418467 625.411695 657.898391 693.363207 730.998798 769.756641 812.702163
2026-02-22 583.332402 618.768418 655.010413 694.862324 737.469813 781.675695 831.032070
2026-03-01 574.028566 612.434096 651.966828 695.720746 742.814444 792.003483 847.301880
2026-03-08 564.989459 605.979358 648.420821 695.673839 746.846361 800.624981 861.464981
2026-03-15 558.115088 601.550499 646.770482 697.396356 752.535826 810.816826 877.140011
2026-03-22 550.551825 596.114219 643.790520 697.442404 756.190336 818.619220 890.055466
2026-03-29 545.040546 592.707718 642.827819 699.506876 761.885295 828.511420 905.152328
2026-04-05 540.636880 590.347009 642.856047 702.514757 768.491268 839.305096 921.173861
2026-04-12 535.637757 587.179477 641.861311 704.265076 773.596032 848.356665 935.203712
2026-04-19 532.173002 585.611472 642.547656 707.806656 780.637337 859.529808 951.608430
2026-04-26 528.070902 583.222193 642.223370 710.130886 786.245649 869.056285 966.145435
2026-05-03 524.278386 581.073066 642.071569 712.559992 791.898019 878.580472 980.654069
2026-05-10 519.921840 578.192086 641.011899 713.885232 796.237482 886.579411 993.411123
2026-05-17 515.923761 575.623381 640.219783 715.434487 800.764380 894.742871 1006.330757
2026-05-24 511.653481 572.661772 638.907503 716.321624 804.478206 901.941382 1018.126808
2026-05-31 506.923606 569.096107 636.836225 716.273149 807.063211 907.809368 1028.370511
2026-06-07 503.592036 567.049807 636.422310 718.053300 811.686431 915.966731 1041.231145
2026-06-14 499.244924 563.774760 634.547008 718.100889 814.271650 921.755202 1051.340825
2026-06-21 496.414733 562.177282 634.532013 720.234462 819.217057 930.229643 1064.557305
2026-06-28 494.328831 561.385448 635.396026 723.343069 825.261935 939.961485 1079.249312